Montanaro UK Smaller Companies Investment Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.49% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5915 | 4.84 | |
| 0.1625 | 8.02 | |
| 0.7319 | 23.32 | |
| -0.2420 | -3.27 | |
| 0.3562 | 3.12 | |
| -0.1586 | -2.06 | |
| 0.1322 | 2.16 | |
| -0.2258 | -4.30 | |
| 0.2015 | 5.82 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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